CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8809 |
0.8808 |
-0.0001 |
0.0% |
0.8878 |
| High |
0.8823 |
0.8895 |
0.0072 |
0.8% |
0.8934 |
| Low |
0.8793 |
0.8807 |
0.0014 |
0.2% |
0.8807 |
| Close |
0.8806 |
0.8890 |
0.0084 |
1.0% |
0.8813 |
| Range |
0.0030 |
0.0088 |
0.0058 |
193.3% |
0.0128 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.5% |
0.0000 |
| Volume |
151,094 |
253,229 |
102,135 |
67.6% |
727,742 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9128 |
0.9097 |
0.8938 |
|
| R3 |
0.9040 |
0.9009 |
0.8914 |
|
| R2 |
0.8952 |
0.8952 |
0.8906 |
|
| R1 |
0.8921 |
0.8921 |
0.8898 |
0.8936 |
| PP |
0.8864 |
0.8864 |
0.8864 |
0.8871 |
| S1 |
0.8833 |
0.8833 |
0.8882 |
0.8848 |
| S2 |
0.8776 |
0.8776 |
0.8874 |
|
| S3 |
0.8688 |
0.8745 |
0.8866 |
|
| S4 |
0.8600 |
0.8657 |
0.8842 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9234 |
0.9151 |
0.8883 |
|
| R3 |
0.9106 |
0.9023 |
0.8848 |
|
| R2 |
0.8979 |
0.8979 |
0.8836 |
|
| R1 |
0.8896 |
0.8896 |
0.8824 |
0.8873 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8840 |
| S1 |
0.8768 |
0.8768 |
0.8801 |
0.8746 |
| S2 |
0.8724 |
0.8724 |
0.8789 |
|
| S3 |
0.8596 |
0.8641 |
0.8777 |
|
| S4 |
0.8469 |
0.8513 |
0.8742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8915 |
0.8793 |
0.0122 |
1.4% |
0.0054 |
0.6% |
80% |
False |
False |
166,639 |
| 10 |
0.8982 |
0.8793 |
0.0189 |
2.1% |
0.0061 |
0.7% |
51% |
False |
False |
182,375 |
| 20 |
0.9030 |
0.8793 |
0.0237 |
2.7% |
0.0064 |
0.7% |
41% |
False |
False |
176,917 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0062 |
0.7% |
53% |
False |
False |
169,814 |
| 60 |
0.9038 |
0.8731 |
0.0308 |
3.5% |
0.0061 |
0.7% |
52% |
False |
False |
167,655 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
25% |
False |
False |
136,767 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
25% |
False |
False |
109,524 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
25% |
False |
False |
91,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9269 |
|
2.618 |
0.9125 |
|
1.618 |
0.9037 |
|
1.000 |
0.8983 |
|
0.618 |
0.8949 |
|
HIGH |
0.8895 |
|
0.618 |
0.8861 |
|
0.500 |
0.8851 |
|
0.382 |
0.8840 |
|
LOW |
0.8807 |
|
0.618 |
0.8752 |
|
1.000 |
0.8719 |
|
1.618 |
0.8664 |
|
2.618 |
0.8576 |
|
4.250 |
0.8433 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8877 |
0.8875 |
| PP |
0.8864 |
0.8859 |
| S1 |
0.8851 |
0.8844 |
|